STT 997: Advanced Topics in Statistics
PhD-level course, Michigan State University, 1900
Explore the fundamental concepts of Uncertainty Quantification (UQ) in this special-topic course. Uncertainty is inherent in various fields, from engineering to finance, and understanding its impact is crucial for informed decision-making. Through a combination of theoretical insights and practical applications, this course will cover key UQ principles, modern statistical methods, and computational tools. This course covers the following topics:
- Gaussian process (GP) regression
- Space-filling designs and model-based designs
- Sensitivity analysis
- Computer model calibration
- Bayesian optimization
- Multi-fidelity simulations